Sunday, September 11, 2016

Market Data: Week Ending September 9, 2016

Market Index12/31/20159/9/2016Week ChangeSimple YTD
Dow Industrials Avg17,425.0318,085.45-406.513.79%
S&P 500 Index2,043.942,127.81-52.174.10%
Fed Funds Rate0.35%0.40%0.00%14.29%
10 yr T-note Yld2.27%1.67%0.07%-26.43%
5 yr T-note Yld1.76%1.23%0.03%-30.11%
5 yr TIPS - 'Real' Yld0.45%-0.09%-0.01%-120.00%
Implied 5 yr Inflation %1.31%1.32%0.04%0.76%
2 yr T-note Yld1.06%0.79%-0.01%-25.47%
2-10 Yr Slope1.21%0.88%0.08%-27.27%
90 day T-bill Yld0.16%0.35%0.02%118.75%
Gold ($/oz)$1,060.50$1,334.50$7.8025.84%
WTI Oil ($/brl)$37.07$45.88$1.4423.77%
VIX "Worry Index"18.2117.505.52-3.90%
NYSE Bullish % Index44.8970.02-0.5225.13
Credit Data12/31/20159/9/2016Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.30%2.30%0.01%0.00%
SPDR High Yid Credit ETF Yield (JNK)6.59%6.15%0.09%-6.68%
Invest. Gr. to 10 yr T-Note Spread (x 10)30630-60600